-7.8%
NVTS vs MSI
+101.3%
-109.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.9% | +7.2% | +6.7% |
| 7D | +2.7% | -3.7% | +6.4% | +4.2% |
| 30D | -4.5% | +6.8% | -11.3% | -7.7% |
| 3M | -61.5% | +14.3% | -75.8% | -64.3% |
| 6M | +28.0% | -1.6% | +29.6% | +27.8% |
| YTD | +65.3% | +22.8% | +42.5% | +44.0% |
| 1Y | +113.0% | -1.1% | +114.1% | +110.5% |
| 3Y | +34.7% | +70.5% | -35.8% | -29.4% |
| All | -7.8% | +101.3% | -109.1% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling